The market value of the Russell 3000 is down $3.5 trillion since Sept. 20. Only Brazil has seen stocks rise. Every other major market fell in October.

But there's another market where the downturn has lasted far longer.

If you've been lending money to the U.S. government, your investments peaked in value back on July 8, 2016. Since then, coupons have been low and interest rates have been rising, causing bond values to fall.

Bonds are normally supposed to be a safe investment, but Treasuries have been a losing proposition for well over two years.

The current losing streak of 603 trading days is utterly unprecedented in length, shattering the previous record of 393 days. What's more, it shows no sign of coming to an end anytime soon.